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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~subject:"Bayes-Statistik"
~subject:"Panel study"
~subject:"Time series analysis"
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Volatility
Bayes-Statistik
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Estimation
357
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Theorie
142
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142
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Baltagi, Badi H.
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Clark, Todd E.
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Journal of applied econometrics
Economic modelling
320
Applied economics
319
Journal of econometrics
257
Applied economics letters
235
Energy economics
232
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
212
CESifo working papers
210
Economics letters
207
International review of economics & finance : IREF
168
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
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161
Discussion paper series / IZA
157
Finance research letters
156
The North American journal of economics and finance : a journal of financial economics studies
137
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130
International review of financial analysis
126
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115
Journal of international money and finance
114
NBER working paper series
114
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113
International journal of forecasting
110
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110
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
106
Journal of empirical finance
104
Applied financial economics
102
The empirical economics letters : a monthly international journal of economics
102
Research in international business and finance
95
Journal of international financial markets, institutions & money
91
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84
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Discussion paper
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Journal of forecasting
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International journal of economics and financial issues : IJEFI
75
International journal of economics and finance
72
Journal of economic dynamics & control
71
Journal of macroeconomics
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ECONIS (ZBW)
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1
Approximating grouped fixed effects estimation via fuzzy clustering regression
Lewis, Daniel J.
;
Melcangi, Davide
;
Pilossoph, Laura
; …
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1077-1084
Persistent link: https://www.econbiz.de/10014474404
Saved in:
2
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
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3
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
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4
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
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5
Panel data nowcasting : the case of price-earnings ratios
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 292-307
Persistent link: https://www.econbiz.de/10014517329
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6
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
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7
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
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8
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
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9
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
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10
Commodity prices and inflation risk
Garratt, Anthony
;
Petrella, Ivan
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
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